-36.0%
WDAY vs RMD
-5.8%
-30.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.6% | +3.1% | -7.7% | -5.6% |
| 30D | +1.2% | +1.8% | -0.5% | +0.3% |
| 3M | +2.6% | +6.7% | -4.1% | 0.0% |
| 6M | +47.8% | +13.9% | +33.9% | +40.5% |
| YTD | -12.1% | -2.0% | -10.0% | -12.4% |
| 1Y | -17.1% | -5.4% | -11.7% | -16.5% |
| 3Y | -17.9% | +67.4% | -85.3% | -38.9% |
| All | -36.0% | -5.8% | -30.3% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling